Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.705 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 52073.84 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47942.77 Kr¶

PnL: ---------------------------------------> -989.23 Kr¶

DD now: ---------------------------------> -1.97 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 12:59:16.342129'

Anic Portfolio¶

Today¶

Return: -0.002 %¶

This Week¶

Return: -0.463 %¶

Total portfolio value¶

Return including deposits: 70.476 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2332.000000 143.000000 6.530000 2189.000000
BHG Group 49 5.590000 693.840000 54.840000 8.580000 638.999984
Biotage 4 1.990000 636.400000 33.400000 5.540000 603.000000
Vitrolife 3 1.820000 705.000000 28.000000 4.140000 677.000001
Embracer Group B 26 1.890000 687.310000 25.310000 3.820000 661.999988
Gaming Innovation Group 161 1.550000 4210.150000 22.150000 0.530000 4187.999942
Xvivo Perfusion 3 -1.700000 867.000000 22.000000 2.600000 845.000001
Addtech B 3 -0.080000 714.600000 14.600000 2.090000 699.999999
Eastnine 6 -1.240000 669.600000 12.600000 1.920000 657.000000
Fortnox 10 0.060000 676.800000 8.800000 1.320000 668.000000
SynAct Pharma 9 -0.680000 653.400000 8.400000 1.300000 645.000003
NCC B 7 0.850000 662.200000 8.200000 1.250000 653.999997
Svolder B 35 -0.400000 2184.000000 5.000000 0.230000 2179.000005
Humana 40 2.420000 678.400000 4.400000 0.650000 674.000000
Volati 5 0.350000 575.000000 1.000000 0.170000 574.000000
Latour B 2 -0.660000 449.000000 0.000000 0.000000 449.000000
SCA A 4 1.770000 598.400000 -0.600000 -0.100000 599.000000
Profoto Holding 7 0.240000 581.000000 -1.000000 -0.170000 581.999999
NCC A 6 -1.000000 594.000000 -5.000000 -0.830000 598.999998
Nolato B 12 -0.930000 641.400000 -6.600000 -1.020000 648.000000
Indutrade 5 -1.240000 1312.000000 -8.000000 -0.610000 1320.000000
Sampo Oyj SDB 1 -0.600000 495.500000 -9.500000 -1.880000 505.000000
Sdiptech B 3 -1.460000 812.400000 -9.600000 -1.170000 822.000000
Investor B 3 -0.350000 646.500000 -11.500000 -1.750000 657.999999
Addnode Group B 6 -2.680000 739.800000 -12.200000 -1.620000 751.999998
BONESUPPORT HOLDING 10 0.080000 1211.000000 -13.000000 -1.060000 1224.000000
Lime Technologies 2 -3.770000 561.000000 -32.000000 -5.400000 593.000000
Ambea 68 0.770000 2484.720000 -52.280000 -2.060000 2537.000032
Lundin Gold 7 -0.760000 910.000000 -64.000000 -6.570000 973.999999
Creades A 7 -0.570000 545.650000 -65.350000 -10.700000 610.999998
Balco Group 39 -0.540000 1790.100000 -84.900000 -4.530000 1874.999997
Investor A 16 -0.690000 3441.600000 -103.400000 -2.920000 3545.000000
New Wave B 40 0.810000 3790.400000 -125.600000 -3.210000 3916.000000
Wästbygg Gruppen B 80 -0.600000 2672.000000 -199.000000 -6.930000 2871.000000
Sedana Medical 135 -0.520000 4112.100000 -218.900000 -5.050000 4330.999935
Bactiguard Holding B 37 1.290000 2608.500000 -358.500000 -12.080000 2966.999993
TOTAL 47942.770000 -989.230000 -1.97007% 48931.999868

Updated:¶

'2023-06-14 12:59:33.815607'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶